Muyuan Foodstuff (China) Market Value
| 002714 Stock | 40.50 0.49 1.20% |
| Symbol | Muyuan |
Muyuan Foodstuff 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Muyuan Foodstuff's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Muyuan Foodstuff.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Muyuan Foodstuff on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Muyuan Foodstuff Co or generate 0.0% return on investment in Muyuan Foodstuff over 720 days. Muyuan Foodstuff is related to or competes with Industrial, China Construction, Agricultural Bank, Bank of China, PetroChina, China Merchants, and CNOOC. Muyuan Foodstuff is entity of China. It is traded as Stock on SHE exchange. More
Muyuan Foodstuff Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Muyuan Foodstuff's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Muyuan Foodstuff Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.96 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 4.06 |
Muyuan Foodstuff Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Muyuan Foodstuff's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Muyuan Foodstuff's standard deviation. In reality, there are many statistical measures that can use Muyuan Foodstuff historical prices to predict the future Muyuan Foodstuff's volatility.| Risk Adjusted Performance | 0.0055 | |||
| Jensen Alpha | 0.0228 | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 0.0457 |
Muyuan Foodstuff Backtested Returns
At this point, Muyuan Foodstuff is very steady. Muyuan Foodstuff has Sharpe Ratio of 0.0451, which conveys that the firm had a 0.0451% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Muyuan Foodstuff, which you can use to evaluate the volatility of the firm. Please verify Muyuan Foodstuff's Standard Deviation of 2.55, mean deviation of 1.75, and Risk Adjusted Performance of 0.0055 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Muyuan Foodstuff has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Muyuan Foodstuff are expected to decrease at a much lower rate. During the bear market, Muyuan Foodstuff is likely to outperform the market. Muyuan Foodstuff right now secures a risk of 2.6%. Please verify Muyuan Foodstuff Co total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Muyuan Foodstuff Co will be following its current price movements.
Auto-correlation | -0.38 |
Poor reverse predictability
Muyuan Foodstuff Co has poor reverse predictability. Overlapping area represents the amount of predictability between Muyuan Foodstuff time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Muyuan Foodstuff price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Muyuan Foodstuff price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 11.59 |
Muyuan Foodstuff lagged returns against current returns
Autocorrelation, which is Muyuan Foodstuff stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Muyuan Foodstuff's stock expected returns. We can calculate the autocorrelation of Muyuan Foodstuff returns to help us make a trade decision. For example, suppose you find that Muyuan Foodstuff has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Muyuan Foodstuff regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Muyuan Foodstuff stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Muyuan Foodstuff stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Muyuan Foodstuff stock over time.
Current vs Lagged Prices |
| Timeline |
Muyuan Foodstuff Lagged Returns
When evaluating Muyuan Foodstuff's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Muyuan Foodstuff stock have on its future price. Muyuan Foodstuff autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Muyuan Foodstuff autocorrelation shows the relationship between Muyuan Foodstuff stock current value and its past values and can show if there is a momentum factor associated with investing in Muyuan Foodstuff Co.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Muyuan Stock
Muyuan Foodstuff financial ratios help investors to determine whether Muyuan Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Muyuan with respect to the benefits of owning Muyuan Foodstuff security.